SEC Rule 606 Report - Merrill Lynch - 4th Qtr, 2017

(Percentages of Total Non-Directed Orders Routed to Individual Route Venues)


Securities Listed on New York Stock Exchange Euronext
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.58 0.75 98.67
DirectEdge ECN (EDGX) 32.08 8.25 15.67 32.34
New York Stock Exch 15.78 32.42 7.18 15.75
NYSE Arca 15.10 1.86 10.43 15.21
Nasdaq 11.88 2.11 28.81 11.81
BATS Stock Exchange 8.10 1.58 6.85 8.15
Instinct X 6.08 42.88 17.50 5.78
DirectEdge ECN (EDGA) 3.52 0.52 0.18 3.56
NASDAQ OMX PHLX 1.97 0.05 0.70 1.99
IEX Group 1.73 2.01 2.82 1.72
NASDAQ OMX BX 1.10 0.07 7.44 1.06
3.46% of total customer orders were non-directed orders.

Securities Listed on The Nasdaq Stock Market
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.88 2.61 96.52
Nasdaq 35.39 33.76 55.29 34.87
DirectEdge ECN (EDGX) 17.87 4.44 9.03 18.23
Instinct X 12.47 46.18 13.37 12.14
NYSE Arca 9.41 1.30 7.18 9.55
NASDAQ OMX PHLX 8.53 0.63 2.51 8.77
BATS Stock Exchange 6.53 1.14 2.41 6.69
IEX Group 2.51 1.94 1.80 2.53
NASDAQ OMX BX 2.44 0.11 5.44 2.38
BATS Y Exchange 1.05 0.07 1.11 1.05
NYSE MKT 0.78 0.04 0.04 0.81
1.72% of total customer orders were non-directed orders.

Securities Listed on NYSE MKT or other National Securities Exchange
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.30 0.18 99.52
Nasdaq 72.39 10.87 16.48 72.67
DirectEdge ECN (EDGX) 7.78 3.83 1.27 7.80
NYSE Arca 6.13 14.31 19.80 6.08
Instinct X 5.37 41.65 29.23 5.22
BATS Stock Exchange 3.34 4.78 2.28 3.33
IEX Group 1.01 2.77 18.29 0.97
NASDAQ OMX PHLX 0.70 1.57 0.28 0.70
NASDAQ OMX BX 0.64 0.36 3.30 0.64
BATS Y Exchange 0.61 1.15 3.57 0.61
NYSE MKT 0.52 5.47 2.30 0.50
3.06% of total customer orders were non-directed orders.

Exchange-Listed Options
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 61.17 38.77 0.05
Chicago Board OptionsExch 18.27 17.88 18.92 3.18
Philadelphia Exch 12.24 13.65 10.04 0.64
Internat'l Secs Exch 11.70 14.21 7.72 17.83
MIAX Options Exchange 11.11 11.51 10.48 18.47
NYSE Arca 9.67 7.79 12.65 0.00
BATS Stock Exchange 9.06 6.15 13.65 0.00
Boston Options Exchange 6.00 7.00 4.38 29.94
C2OX 5.80 6.95 3.98 0.00
ISE Gemini 4.20 2.56 6.80 0.00
DirectEdge ECN (EDGX) 4.19 3.17 5.76 29.30
7.07% of total customer orders were non-directed orders.

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